Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.88% | 99.80 % | 100.60 % | 500,000 | 500,000 | 139,815 | 139,815 | 139,788 USD | 140,910 USD | 98.59% | 98.59% |
19/11/2024 | 1.02% | 100.00 % | 101.00 % | 500,000 | 500,000 | 146,703 | 146,703 | 146,472 USD | 147,946 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 100.50 % | 101.50 % | 500,000 | 500,000 | 147,140 | 147,140 | 147,377 USD | 148,854 USD | 100.00% | 100.00% |
15/11/2024 | 0.82% | 99.30 % | 100.10 % | 500,000 | 500,000 | 147,046 | 147,046 | 146,197 USD | 147,378 USD | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 147,983 | 147,983 | 146,951 USD | 148,136 USD | 100.00% | 100.00% |
13/11/2024 | 1.02% | 99.40 % | 100.40 % | 500,000 | 500,000 | 147,540 | 147,540 | 146,207 USD | 147,685 USD | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 148,291 | 148,291 | 145,153 USD | 146,636 USD | 100.00% | 100.00% |
11/11/2024 | 0.84% | 97.20 % | 98.00 % | 500,000 | 500,000 | 146,977 | 146,977 | 142,897 USD | 144,079 USD | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.80 % | 96.60 % | 500,000 | 500,000 | 147,165 | 147,165 | 141,214 USD | 142,396 USD | 100.00% | 100.00% |
07/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 147,987 | 147,987 | 140,292 USD | 141,773 USD | 100.00% | 100.00% |